Pages that link to "Item:Q1339167"
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The following pages link to Co-monotone allocations, Bickel-Lehmann dispersion and the Arrow-Pratt measure of risk aversion (Q1339167):
Displaying 50 items.
- Variability ordering of multiplicative frailty models (Q310042) (← links)
- Optimal risk transfers in insurance groups (Q362045) (← links)
- Characterization of left-monotone risk aversion in the RDEU model (Q414609) (← links)
- Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities (Q433148) (← links)
- Dual theory of choice with multivariate risks (Q435913) (← links)
- Coupled projects, core imputations, and the CAPM (Q443759) (← links)
- Comonotone Pareto optimal allocations for law invariant robust utilities on \(L^1\) (Q471182) (← links)
- Pessimistic portfolio choice with one safe and one risky asset and right monotone probability difference order (Q474635) (← links)
- Co-monotonicity of optimal investments and the design of structured financial products (Q483696) (← links)
- A numerical approach for a class of risk-sharing problems (Q533900) (← links)
- Increasing uncertainty: a definition (Q557952) (← links)
- On optimal allocation of risk vectors (Q661232) (← links)
- Pareto efficiency for the concave order and multivariate comonotonicity (Q665460) (← links)
- The newsvendor game has a nonempty core (Q700099) (← links)
- Market behavior when preferences are generated by second-order stochastic dominance (Q707380) (← links)
- Characterizing optimal allocations in quantile-based risk sharing (Q784448) (← links)
- Risk aversion in RDEU (Q855365) (← links)
- Efficient risk allocation within a non-life insurance group under Solvency II regime (Q903332) (← links)
- Two-persons efficient risk-sharing and equilibria for concave law-invariant utilities (Q929349) (← links)
- Characterizations of classes of risk measures by dispersive orders (Q931192) (← links)
- On comonotonicity of Pareto optimal risk sharing (Q935821) (← links)
- Optimal capital and risk allocations for law- and cash-invariant convex functions (Q1003351) (← links)
- Multivariate comonotonicity (Q1041082) (← links)
- On risk aversion with two risks (Q1300410) (← links)
- Observable restrictions of general equilibrium models with financial markets. (Q1399546) (← links)
- Comonotonic processes (Q1413395) (← links)
- Core of convex distortions of a probability. (Q1421884) (← links)
- Optimal risk-sharing rules and equilibria with Choquet-expected-utility. (Q1587387) (← links)
- Robust and Pareto optimality of insurance contracts (Q1683105) (← links)
- Stochastic growth with short-run prediction of shocks (Q1762419) (← links)
- Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model (Q1764792) (← links)
- Conditional comonotonicity (Q1770205) (← links)
- Optimal risk sharing with general deviation measures (Q1931641) (← links)
- Optimal risk sharing under distorted probabilities (Q1932519) (← links)
- Reducing risk by merging counter-monotonic risks (Q2015473) (← links)
- Competitive equilibria in a comonotone market (Q2074058) (← links)
- Optimal insurance to maximize RDEU under a distortion-deviation premium principle (Q2138615) (← links)
- Efficient allocations under law-invariance: a unifying approach (Q2338653) (← links)
- Multivariate risk sharing and the derivation of individually rational Pareto optima (Q2344378) (← links)
- Ordering ambiguous acts (Q2402064) (← links)
- Characterizations of risk aversion in cumulative prospect theory (Q2422173) (← links)
- Local risk aversion in the rank dependent expected utility model: first order versus second order effects (Q2442569) (← links)
- Convex order and comonotonic conditional mean risk sharing (Q2445340) (← links)
- Preservation of the location independent risk order under convolution (Q2492183) (← links)
- Risk reducers in convex order (Q2520435) (← links)
- Robust optimal risk sharing and risk premia in expanding pools (Q2520446) (← links)
- Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance (Q2665837) (← links)
- Local Utility and Multivariate Risk Aversion (Q2806814) (← links)
- Multivariate Excess Wealth Ordering of Generalized Order Statistics (Q2807635) (← links)
- CHOQUET PRICING FOR FINANCIAL MARKETS WITH FRICTIONS (Q4226867) (← links)
